PCA Index Dashboard Examples

PCA Index Dashboard Examples#

This script was last run at 2024-03-12 21:01:06.530243+00:00 (UTC)
In US/Central Time, this is 2024-03-12 16:01:06.530243-05:00
High Yield Index OAS 10Y-2Y Spread VIX CP - Treasury Spread, 3m NASDAQ Ret (transformed) 10-Year Treasury (transformed)
DATE
1997-01-02 -0.897894 -0.476789 0.085206 -0.006709 0.546213 0.254900
1997-01-03 -0.886186 -0.476789 -0.156548 0.008818 0.745770 0.205758
1997-01-06 -0.882283 -0.476789 -0.065139 -0.014472 0.778644 0.269680
1997-01-07 -0.882283 -0.455954 -0.130087 -0.045527 0.838264 0.383257
1997-01-08 -0.893991 -0.455954 -0.023042 -0.084344 0.786305 0.496442
... ... ... ... ... ... ...
2024-03-05 -0.800329 -1.497711 -0.718235 1.670222 1.214551 -0.158844
2024-03-06 -0.815940 -1.528963 -0.713424 1.670222 1.123791 -0.203230
2024-03-07 -0.815940 -1.497711 -0.720640 1.809966 1.133116 -0.250787
2024-03-08 -0.819842 -1.476876 -0.684558 1.872074 1.023334 -0.227801
2024-03-11 -0.819842 -1.497711 -0.626825 1.872074 0.925034 -0.175489

7184 rows × 6 columns

../_images/dc09ae9b1bea68ccf7b1a3fd3c59e15a7738c965d638003c95fff1b582e0ffeb.png
pc1
DATE
1997-01-02   -0.579964
1997-01-03   -0.686202
1997-01-06   -0.669080
1997-01-07   -0.705498
1997-01-08   -0.675146
                ...   
2024-03-05   -1.525795
2024-03-06   -1.512452
2024-03-07   -1.532543
2024-03-08   -1.511676
2024-03-11   -1.487234
Name: PC1, Length: 7184, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
../_images/67ba8a0e41f3d9b8db17a2d29a5c1d73d3c9bb74b1757a7b7c20496b6ec4cf65.png
fig = px.line(pc1)
fig.show()
../_images/d638690ec8a42935975f196fe8478e43bd5cc39af8b6260bce2e6a63bac6d889.png